War · S&P 500 Index (2014)
Replay 144 daily bars from October 2013 to May 2014 as the S&P 500 navigates a 9.3% climb amid a war-driven policy shock. You will make calls at 25 decision points, including 9 critical ones, and receive an AI coach review on each move — simulated capital only.
144 daily bars · 25 decision points · 2013-10 to 2014-05 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 5.8% and a 10.2% run-up.
- Max drawdown
- −5.8%
- Max run-up
- +10.2%
- Duration
- 210 days
- Largest single-day move
- −2.3%
- Bars
- 144 Daily bars
- Decision points
- 25
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The S&P 500 entered October 2013 with steady momentum as investors navigated an environment shaped by emerging geopolitical tensions in Eastern Europe. Over the following seven months through May 2014, the index would face the escalating Crimean crisis—a policy-driven shock that tested market resilience. This replay spans 144 daily bars and presents traders with 25 decision points, including 9 critical moments where directional conviction mattered most. The stakes were clear: navigate a war-influenced macro backdrop without real capital at risk, and emerge with sharper instincts.
The index rose from 1756.54 to 1920.03, a gain of 9.3%, despite experiencing a maximum drawdown of 5.8% and facing its largest single-day swing of 2.3%. The journey was neither straight nor tranquil; geopolitical headlines generated episodic turbulence that demanded reassessment. Participants who treated each of the 25 decision points as deliberate practice—rather than casual simulation—could observe how policy uncertainty compresses and releases volatility in ways that reward process over prediction.
This replay sharpens decision training by placing risk management and emotional discipline under the microscope. The 5.8% drawdown and 2.3% single-bar moves remind every participant that no strategy is immune to surprise. With 9 critical nodes punctuating the timeline, the scenario demands consistent application of rules under pressure. The psychological lesson is stark: in simulated capital environments, the cost of emotional trading is experienced but not paid, making this replay an ideal laboratory for building habits that transfer when stakes are real.